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Hello,
Please check the settings, pay special attention to:
AA->Settings->Portfolio:
"Limit trade size as % of entry bar volume" (default = 10%)
This prevents from entering the trades greater than given percentage of entry bar's volume.
For example if backtesting daily data and today's volume for thinly traded stock is 177,000 shares, setting this to 10% will limit
the maximum trade size to 17,700 shares (10% of total daily volume). This prevents from 'affecting the market'
by huge orders.
IMPORTANT NOTE:
Some instruments like MUTUAL FUNDS come without VOLUME data. To backtest such instruments please set this field to ZERO (0). This
effectively turns OFF this feature. Otherwise you won't be able to enter any trade at all.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "nikku" <nikku@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, September 24, 2004 9:44 PM
Subject: Re: [amibroker] running auto analysis with no results, demo version - what's my mistake?
> Hi Ara, and thanks a lot for taking the time to help
>
> Below is the code for the test I was trying to make. I'm sure you'll get
> a laugh out of it :)
>
> I have saved the settings in my systems folder, but I'm not sure how to
> post them here! When I click on the icon, I just get that gibberish
> script ( yes, it must be fun for you programmers to deal with guys like
> me who obviously know nothing about it).
>
> And yes, the individual test folders for the 'failed' tests ARE showing
> up in the Amibroker/Reports folder. When I try to open one of the
> documents inside a particular folder (for example, the icon marked
> 'stats') the stats window opens but all the fields are 0 or N/A
>
> I don't want to attach the settings file because I don't know if it's
> considered bad form to post an email here with an attachment on it - I
> will try to get this settings document to open in a decipherable form
> and then I'll post it.
>
>
>
> bb=((C+2*StDev(C,20) - MA(C,20)) / (4*StDev(C,20)))*4 - 2;
> Buy=bb>1.45 AND
> Ref(bb,-1)<1.45 AND
> Ref(bb,-2)<1.45 AND
> Ref(bb,-3)<1.45 AND
> Ref(bb,-4)<1.45 AND
> Ref(bb,-5)<1.45 AND
> Ref(bb,-6)<1.45 AND
> Ref(bb,-7)<1.45 AND
> Ref(bb,-8)<1.45 AND
> Ref(bb,-9)<1.45 AND
> Ref(bb,-10)<1.45 AND
> Ref(bb,-11)<1.45 AND
> Ref(bb,-12)<1.45 AND
> Ref(bb,-13)<1.45 AND
> Ref(bb,-14)<1.45 AND
> Ref(bb,-15)<1.45 AND
> Ref(bb,-16)<1.45 AND
> Ref(bb,-18)<1.45 AND
> C>MA(C,200);
> Sell=0;//
>
> TrailStopAmount = 2 * ATR( 20 );
> Capital = 100000;
>
> Risk = 0.01*Capital;
> PositionSize = (Risk/TrailStopAmount)*BuyPrice;
> ApplyStop( 2, 2, TrailStopAmount, 1 );
>
>
>
>
>
>
>
> Ara Kaloustian wrote:
>
>> if your buy/sell condition are good, take a look at the AA settings ...
>> particularly the period ... having daily with real time data for example
>> will produce no results usually
>>
>> ----- Original Message -----
>> From: "john gibb" <jgibb1@xxxxxxxxxxxxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Friday, September 24, 2004 11:14 AM
>> Subject: Re: [amibroker] running auto analysis with no results, demo
>> version - what's my mistake?
>>
>>
>> >
>> > Hi Nik,
>> >
>> > In order to help you fully resolve this, we may need to see your
>> code and
>> > exact settings( you can save your settings as an ABS file from the "Auto
>> > Analysis | Settings" dialog box.) (And, of course, the symbols you are
>> > testing on must actually have data.)
>> >
>> > Also, FWIW, a reports folder is created for each actual backtest in the
>> > Amibroker/Reports folder with a date-time stamp at the end of the folder
>> > name like this:
>> >
>> > 0Tutorial_b-20040924105906843.
>> >
>> > where '20040924' is the date and '105906' is the time(hour, minutes, and
>> > seconds). So, did a folder get created with the date and time of your
>> > result-less backtests?
>> >
>> > -john
>> > ----- Original Message -----
>> > From: "nikku" <nikku@xxxxxxxxxxxx>
>> > To: <amibroker@xxxxxxxxxxxxxxx>
>> > Sent: Friday, September 24, 2004 10:39 AM
>> > Subject: [amibroker] running auto analysis with no results, demo
>> version -
>> > what's my mistake?
>> >
>> >
>> > Hi all
>> >
>> > Having a great time demoing this program.
>> >
>> > I was using the automatic analysis tools successfully, trying to code
>> > different systems and learn how to use AFL. Yesterday, however, I tried
>> > to write a system which I thought should have correct syntax. When I
>> > clicked on 'backtest', the program showed me the little box which
>> > reminds us that it's a demo version and that we can only test 5
>> > securities.... but this time, the results did not pop up in the
>> > spreadsheet-like window at the bottom. I thought that maybe I was asking
>> > Amibroker to review a blank or undefined 'workspace' - that is I wasn't
>> > asking it to analyze any stocks, so I made sure (I think) that the
>> > current workspace had stocks loaded. It was the same one I have been
>> using.
>> >
>> > The I tried to use a previous system which had definitely generated
>> > results for me - but no luck.
>> >
>> > The report window shows these failed backtests - they are all of type
>> > 'P'. Previous tests of type 'P' and 'I' were successful.
>> >
>> > The 'View last report'' page shows stock symbols present when I click on
>> > 'symbols' on the right side of the top row of text..
>> >
>> > Re-launching has no effect. I must be doing something wrong here. I have
>> > tried for a while to get a backtest done - can anyone suggest anything?
>> > Thanks a lot, Nik
>> >
>> >
>> >
>> >
>> > Check AmiBroker web page at:
>> > http://www.amibroker.com/
>> >
>> > Check group FAQ at:
>> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>> > Yahoo! Groups Links
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> > Check AmiBroker web page at:
>> > http://www.amibroker.com/
>> >
>> > Check group FAQ at:
>> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>> > Yahoo! Groups Links
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>>
>>
>>
>>
>> Check AmiBroker web page at:
>> http://www.amibroker.com/
>>
>> Check group FAQ at:
>> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>>
>>
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>>
>>
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>>
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>>
>>
>
>
> --
> The majority meet with failure because of their lack of persistence in creating new plans to take the place of those which fail.
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
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